+163.0%
LII vs XLRE
+89.0%
+73.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.4% |
| 7D | -6.3% | -1.2% | -5.1% | -5.5% |
| 30D | -13.0% | -2.4% | -10.6% | -11.5% |
| 3M | -29.0% | -2.5% | -26.5% | -27.9% |
| 6M | -27.7% | +4.0% | -31.6% | -29.7% |
| YTD | -24.2% | +9.3% | -33.5% | -28.8% |
| 1Y | -34.8% | +5.6% | -40.4% | -37.3% |
| 3Y | -4.2% | +31.3% | -35.5% | -20.6% |
| 5Y | +20.9% | +9.5% | +11.3% | +12.6% |
| All | +163.0% | +89.0% | +73.9% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling